+57.3%
DVN vs IWD
+203.0%
-145.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.5% | +0.4% |
| 7D | +10.4% | +2.3% | +8.1% | +6.4% |
| 30D | -6.7% | +3.6% | -10.3% | -12.4% |
| 3M | +5.6% | +2.2% | +3.5% | +1.0% |
| 6M | +0.7% | +13.0% | -12.3% | -19.2% |
| YTD | +29.6% | +26.5% | +3.1% | -14.9% |
| 1Y | +36.3% | +30.1% | +6.2% | -14.8% |
| 3Y | +13.2% | +84.9% | -71.7% | -60.8% |
| 5Y | +38.6% | +73.4% | -34.8% | -45.7% |
| All | +57.3% | +203.0% | -145.7% | -73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling